The following pages link to BayesDA (Q22960):
Displaying 50 items.
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC (Q59366) (← links)
- Model selection for Gaussian latent block clustering with the integrated classification likelihood (Q75065) (← links)
- Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming (Q91882) (← links)
- Robustness against outliers: A new variance inflated regression model for proportions (Q96424) (← links)
- Default Bayes factors for ANOVA designs (Q96695) (← links)
- Diagnosing Glaucoma Progression with Visual Field Data Using a Spatiotemporal Boundary Detection Method (Q97699) (← links)
- Generalized fiducial inference for normal linear mixed models (Q102130) (← links)
- Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution (Q109302) (← links)
- Bayes factors for testing order-constrained hypotheses on correlations (Q118335) (← links)
- Estimating the effectiveness of permanent price reductions for competing products using multivariate Bayesian structural time series models (Q120642) (← links)
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Random projections for Bayesian regression (Q144017) (← links)
- (Q157992) (redirect page) (← links)
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis (Q252729) (← links)
- A conversation with Donald B. Rubin (Q252737) (← links)
- Variational inference for generalized linear mixed models using partially noncentered parametrizations (Q252744) (← links)
- Bayes model selection with path sampling: factor models and other examples (Q254343) (← links)
- On the use of MCMC computerized adaptive testing with empirical prior information to improve efficiency (Q257419) (← links)
- On the use of non-linear transformations in stochastic volatility models (Q257523) (← links)
- Modeling road traffic crashes with zero-inflation and site-specific random effects (Q257578) (← links)
- A new bivariate exponential distribution for modeling moderately negative dependence (Q257651) (← links)
- Functional models for longitudinal data with covariate dependent smoothness (Q259188) (← links)
- Understanding predictive information criteria for Bayesian models (Q260993) (← links)
- Adaptive sampling for Bayesian geospatial models (Q261006) (← links)
- Objective Bayesian reference analysis for the Poisson process model in presence of recurrent events data (Q261479) (← links)
- A joint-modeling approach to assess the impact of biomarker variability on the risk of developing clinical outcome (Q261568) (← links)
- Program evaluation as a decision problem (Q262724) (← links)
- Market segmentation using brand strategy research: Bayesian inference with respect to mixtures of log-linear models (Q263097) (← links)
- Block-relaxation approaches for fitting the INDCLUS model (Q263355) (← links)
- Learning causal Bayesian networks using minimum free energy principle (Q263823) (← links)
- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects (Q265030) (← links)
- Bayesian model choice in cumulative link ordinal regression models (Q273567) (← links)
- Sensitivity analysis for Bayesian hierarchical models (Q273598) (← links)
- Predictions based on the clustering of heterogeneous functions via shape and subject-specific covariates (Q273602) (← links)
- Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing (Q273618) (← links)
- Bayesian nonparametric weighted sampling inference (Q273622) (← links)
- Posterior belief assessment: extracting meaningful subjective judgements from Bayesian analyses with complex statistical models (Q273644) (← links)
- Restricted covariance priors with applications in spatial statistics (Q273651) (← links)
- Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models (Q274920) (← links)
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- Power-weighted densities for time series data (Q288591) (← links)
- Log-symmetric distributions: statistical properties and parameter estimation (Q292933) (← links)
- How Bayes factors change scientific practice (Q296929) (← links)
- Automatic Bayes factors for testing variances of two independent normal distributions (Q296944) (← links)
- Bayesian analysis of simulation-based models (Q296953) (← links)
- Optimal strategies for selecting project portfolios using uncertain value estimates (Q297038) (← links)
- Identifying future defaulters: a hierarchical Bayesian method (Q299813) (← links)
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- Robust modeling using non-elliptically contoured multivariate \(t\) distributions (Q301357) (← links)
- Inference of directional selection and mutation parameters assuming equilibrium (Q304438) (← links)
